The dynamic relationship between stock returns and trading volumes is examined during normal and crisis periods by a combining the Bai-Perron structural break test with Granger Causality test. The daily price and volume data of 4 important indices and Nifty Fifty index based companies listed on...

In this study, we examine the money supply endogeneity in Turkish economy for the post crises period, between 2009.10 and 2016.12 by employing asymmetric causality test. Our results reveal that a positive credit shock will cause a positive shock in the money supply. That is, an increase in...

Asymmetries in the Vietnamese lending central bank's policy-related rate spread were documented. Empirical results revealed that the spread adjusts to the threshold faster when the central bank's policy-related rates decrease relative to the lending rates than when the central bank's...

In this study, we examine the money supply endogeneity in Turkish economy for the post crises period, between 2009.10 and 2016.12 by employing asymmetric causality test. Our results reveal that a positive credit shock will cause a positive shock in the money supply. That is, an increase in...